Zacharias Psaradakis, Morten O. Ravn, and Martin Sola, "Markov Switching
Causality and the Money-Output Relationship", Journal of Applied
Econometrics, Vol. 20, No. 5, 2005, pp. 665-683.

The ASCII file prs-jae.dat contains the data used in the paper. This file,
which is in DOS format, is zipped in the file prs-data.zip.

The data are quarterly, seasonally adjusted (unless otherwise indicated
below), and they cover the period from 1959:1 to 2001:2 (170 observations).
The data are arranged in columns.

Column 1: natural log of real GDP
Column 2: natural log of M1
Column 3: natural log of M2
Column 4: Federal Funds rate (not seasonally adjusted)
Column 5: natural log of consumer price index


Zacharias Psaradakis
z.psaradakis <AT> bbk.ac.uk